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| Registros recuperados: 31 | |
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| Rambaldi, Alicia N.; Zapata, Hector O.; Christy, Ralph D.. |
| A credit scoring function incorporating statistical selection criteria was proposed to evaluate the credit worthiness of agricultural cooperative loans in the Fifth Farm Credit District. In-sample (1981-1986) and out-of-sample (1988) prediction performance of the selected models were evaluated using rank transformation discriminant analysis, logit, and probit. Results indicate superior out-of-sample performance for the management oriented approach relative to classification of unacceptable loans, and poor performance of the rank transformation in out-of-sample prediction. |
| Tipo: Journal Article |
Palavras-chave: Agribusiness. |
| Ano: 1992 |
URL: http://purl.umn.edu/30380 |
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| Zapata, Hector O.; Sulgham, Anil K.. |
| The study estimates Engel curves using cross-section data from the 2003 US consumer expenditure survey (CES). We focus on finding adequate specification for modeling the demographic characteristics using parametric, nonparametric, and semiparametric techniques. The empirical results indicate parametric Working-Leser or Piglog specification was sufficient for most budget shares except for transportation where semiparametric specification had support. |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Consumer/Household Economics. |
| Ano: 2006 |
URL: http://purl.umn.edu/21092 |
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| Fortenbery, T. Randall; Cropp, Robert A.; Zapata, Hector O.. |
| The objective of this study is to provide an empirical evaluation of the expected relationship between cash and futures prices for fluid milk. This is done using historic cash prices from 1988 to 1995, and making inferences about how futures prices would have behaved if they had traded during this sample period. Futures prices are simulated over the sample period based on two assumptions about futures market behavior for fluid milk. The first is that the futures market will essentially price the Basic Formula Price (BFP). The BFP is an estimate of the previous month's pay price for Grade B manufacturing milk in Minnesota and Wisconsin adjusted for contemporaneous changes in the prices of manufactured milk products. It establishes the federal milk marketing... |
| Tipo: Working or Discussion Paper |
Palavras-chave: Demand and Price Analysis. |
| Ano: 1997 |
URL: http://purl.umn.edu/12618 |
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| No, Sung Chul; Salassi, Michael E.; Zapata, Hector O.. |
| This study provides empirical evidence on whether corn, sorghum, oat, barley, wheat, rice, soybeans, cotton, and peanuts exhibit cyclical patterns in their historical prices. The results of time-series analysis support a newly added counter-cyclical payment in the Farm Security and Rural Investment Act of 2002 for all crops except corn. |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Demand and Price Analysis. |
| Ano: 2003 |
URL: http://purl.umn.edu/35087 |
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| Zapata, Hector O.; Fortenbery, T. Randall; Armstrong, Delroy. |
| This paper examines the relationship between #11 sugar futures prices traded in New York and the world cash prices for exported sugar. It was found that the futures market for sugar leads the cash market in price discovery. However, we fail to find evidence that changes in the cash price causes changes in futures price, that is, causality is unidirectional from futures to cash. The finding of cointegration between futures and cash prices suggests that the sugar futures contract is a useful vehicle for reducing overall market price risk faced by cash market participants selling at the world price (i.e., not enjoying favorable trade incentives). Further reliability on the usefulness of the WSF as a price discovery market is found through the impulse response... |
| Tipo: Working or Discussion Paper |
Palavras-chave: Industrial Organization. |
| Ano: 2005 |
URL: http://purl.umn.edu/12657 |
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| Registros recuperados: 31 | |
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